Citigroup Inc. (C) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Citigroup Inc. (C): 1Y return 43.4%, Sharpe ratio 1.35, volatility 28.8%, max drawdown -14.8%. A Stock in the Equity asset class. Compare C with other assets and invest through your own broker with pfolio.
Citigroup Inc. (C) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
C Performance
- MTD
- Return: 1.9%, Sharpe: 3.13, Volatility: 19.4%, Max Drawdown: -1.9%
- YTD
- Return: 14.8%, Sharpe: 0.72, Volatility: 30.1%, Max Drawdown: -14.8%
- 1Y
- Return: 43.4%, Sharpe: 1.35, Volatility: 28.8%, Max Drawdown: -14.8%
- 5Y
- Return: 121.5%, Sharpe: 0.68, Volatility: 28.7%, Max Drawdown: -42.8%
- 10Y
- Return: 265.9%, Sharpe: 0.55, Volatility: 32.5%, Max Drawdown: -56.5%
Frequently Asked Questions
- What is Citigroup Inc. (C)?
- Citigroup Inc. (C) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does C compare to other assets?
- You can compare C with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in C through pfolio?
- pfolio helps you build diversified portfolios that may include C. You invest through your own broker — pfolio provides the analytics.